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QIM
Quantitative Investment Management Portfolio holdings
AUM
$963M
1-Year Est. Return
12.95%
This Fund
S&P 500
This Quarter
Est. Return
+8.02%
1 Year Est. Return
+12.95%
3 Year Est. Return
+35.29%
5 Year Est. Return
+26.17%
10 Year Est. Return
+187.22%
AUM
$6.79B
AUM Growth
-$1.98B
(-23%)
Cap. Flow
-$2.42B
Cap. Flow
% of AUM
-35.69%
Top 10 Holdings %
Top 10 Hldgs %
23.29%
Holding
957
New
300
Increased
128
Reduced
306
Closed
223
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Consumer Staples Select Sector SPDR ETF
XLP
|
+$153M |
| 2 |
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
|
+$135M |
| 3 |
Apple
AAPL
|
+$107M |
| 4 |
Amazon
AMZN
|
+$89.5M |
| 5 |
SPDR Gold Trust
GLD
|
+$88M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Russell 2000 ETF
IWM
|
+$354M |
| 2 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$233M |
| 3 |
iShares MSCI Brazil ETF
EWZ
|
+$161M |
| 4 |
State Street Health Care Select Sector SPDR ETF
XLV
|
+$129M |
| 5 |
State Street Utilities Select Sector SPDR ETF
XLU
|
+$124M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 11.28% |
| 2 | Financials | 10.28% |
| 3 | Technology | 9.81% |
| 4 | Industrials | 8.5% |
| 5 | Healthcare | 4.49% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
RRD
676
DELISTED
RR Donnelley & Sons Co.
RRD
| $447K | 0.01% |
+48,100
| New | +$439K |
|
677
First Horizon
FHN
$12.2B
| $433K | 0.01% |
+21,700
| New | +$418K |
|
678
Ovintiv
OVV
$17B
| $430K | 0.01% |
+6,460
| New | +$381K |
|
679
BGC Group
BGC
$5.64B
| $424K | 0.01% |
+43,696
| New | +$441K |
|
|
CRAY
680
DELISTED
Cray, Inc.
CRAY
| $423K | 0.01% |
+17,500
| New | +$371K |
|
681
Asbury Automotive
ABG
$4.62B
| $422K | 0.01% |
+6,600
| New | +$412K |
|
|
AMRN
682
Amarin Corp
AMRN
$297M
| $419K | 0.01% |
5,225
-5,895
| -53% | -$406K |
|
|
SVC
683
Service Properties Trust
SVC
$1.05B
| $411K | 0.01% |
+2,760
| New | +$405K |
|
684
Unum
UNM
$13.2B
| $411K | 0.01% |
7,500
-21,300
| -74% | -$1.14M |
|
685
Prosperity Bancshares
PB
$8.9B
| $406K | 0.01% |
+5,800
| New | +$388K |
|
|
SFUN
686
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
| $403K | 0.01% |
+1,448
| New | +$327K |
|
|
TSS
687
DELISTED
Total System Services, Inc.
TSS
| $403K | 0.01% |
5,100
-123,500
| -96% | -$8.98M |
|
688
Gildan
GIL
$9.49B
| $400K | 0.01% |
12,400
+1,500
| +14% | +$46.8K |
|
689
Outfront Media
OUT
$5.75B
| $399K | 0.01% |
+17,475
| New | +$409K |
|
|
ASRT
690
DELISTED
Assertio
ASRT
| $395K | 0.01% |
818
-685
| -46% | -$266K |
|
691
Nokia
NOK
$46.9B
| $376K | 0.01% |
80,800
-379,400
| -82% | -$1.95M |
|
692
Webster Financial
WBS
$12.3B
| $365K | 0.01% |
+6,500
| New | +$356K |
|
693
Adtran
ADTN
$675M
| $359K | 0.01% |
18,600
-11,200
| -38% | -$249K |
|
|
DNR
694
DELISTED
Denbury Resources, Inc.
DNR
| $357K | 0.01% |
161,900
-86,700
| -35% | -$136K |
|
695
Emcor
EME
$29.9B
| $327K | ﹤0.01% |
+4,000
| New | +$310K |
|
696
Mativ Holdings
MATV
$479M
| $326K | ﹤0.01% |
+7,200
| New | +$312K |
|
697
Voya Financial
VOYA
$8.96B
| $326K | ﹤0.01% |
+6,600
| New | +$284K |
|
|
CALA
698
DELISTED
Calithera Biosciences, Inc
CALA
| $320K | ﹤0.01% |
+1,920
| New | +$492K |
|
699
Itron
ITRI
$4.48B
| $313K | ﹤0.01% |
4,600
-26,400
| -85% | -$1.89M |
|
700
Trex
TREX
$4.4B
| $303K | ﹤0.01% |
11,200
-39,200
| -78% | -$998K |
|
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Quantitative Investment Management's Q4 2017 Portfolio in Review
As of Q4 2017, Quantitative Investment Management held 957 positions worth $6.79B, down 23% from $8.76B the previous quarter. Its ten largest holdings account for 23% of the portfolio.
Quantitative Investment Management withdrew a net $2.42B in Q4 2017, closing 223 positions and reducing 306 holdings. Its most notable exit was State Street Health Care Select Sector SPDR ETF, an estimated $129M position sold in full.
By sector, the portfolio is most concentrated in Consumer Discretionary at 11% of assets, up from 8.2% a quarter earlier, followed by Financials and Technology.
Against the trend, Quantitative Investment Management opened a new position in State Street Consumer Staples Select Sector SPDR ETF worth $159M.
- Quantitative Investment Management's largest Q4 2017 buy was State Street Consumer Staples Select Sector SPDR ETF: 2,786,500 shares worth $159M.
- Quantitative Investment Management added most to State Street Consumer Discretionary Select Sector SPDR ETF in Q4 2017, an estimated $135M increase.
- Quantitative Investment Management's biggest Q4 2017 reduction was iShares Russell 2000 ETF, cutting an estimated $354M.
- Quantitative Investment Management fully exited State Street Health Care Select Sector SPDR ETF in Q4 2017, selling an estimated $129M.
- Quantitative Investment Management's ten largest holdings make up 23% of its $6.79B portfolio in Q4 2017.
- Quantitative Investment Management opened 300 new positions and closed 223 in Q4 2017.
- Quantitative Investment Management's portfolio value fell 23% quarter-over-quarter to $6.79B.
Based on Quantitative Investment Management's 13F filing for Q4 2017, filed 14 Feb 2018.